CblasLinearAlgebra

Host-availability checks for the two halves.

Apply Q (or Qᵀ when transpose) from qr to a length-m y, into a fresh result (LAPACK dormqr restricted to a single column). Allocates; applyQInto does not.

Apply Q (or Qᵀ when transpose) from qr to y into out, which is returned. out may be y.

Lower-triangular Cholesky decomposition A = L * LT, returned as a fresh matrix.

LU factorization with partial pivoting of a square a (LAPACK dgetrf); a is not modified. Allocates the factor buffers; factorInto refactorizes into existing ones.

Refactorize a into out's existing buffers, returning out. A periodic refactorization — the simplex rebuilding its basis, a filter re-decomposing a covariance — otherwise allocates an n² copy and a pivot array each time; this reuses both. out must have the same dimension as a, and its previous contents are discarded.

Matrix-matrix product A · B into a fresh matrix (restricted gemm with alpha = 1, beta = 0); A.cols must equal B.rows.

In-place matrix-matrix accumulate C = alpha · op(A) · op(B) + beta · C (full BLAS dgemm), where op transposes its operand when transposeA / transposeB is set. Shapes must satisfy op(A): m×k, op(B): k×n, C: m×n. Per BLAS convention, beta == 0.0 overwrites c without reading it, and alpha == 0.0 reduces to the beta scale.

Matrix-vector product A · x, or Aᵀ · x when transpose, into a fresh result (restricted gemv with alpha = 1, beta = 0).

In-place matrix-vector accumulate y = alpha · op(A) · x + beta · y (full BLAS dgemv), where op(A) is Aᵀ when transpose. Per BLAS convention, beta == 0.0 overwrites y without reading it (it may be uninitialized), and alpha == 0.0 reduces to the beta scale.

Rank-one update A = A + alpha · x · yᵀ (BLAS dger).

Invert a general matrix from its LU factorization: returns A⁻¹ given P·A = L·U (LAPACK dgetri).

Invert an SPD matrix from its Cholesky factor: returns A^-1 given L = chol(A).

Symmetric indefinite factorization A = L·D·Lᵀ with Bunch–Kaufman partial pivoting (LAPACK dsytrf, lower). As with Blas.symv, only the lower triangle of a is read — the strictly upper triangle may hold anything — and a is not modified. Use this where the matrix is symmetric but not positive definite (KKT systems); for SPD matrices cholesky is cheaper.

QR factorization A = Q·R of an m×n a via Householder reflections (LAPACK dgeqrf); a is not modified and any shape is accepted. Rank deficiency is not detected — zero diagonal entries of R surface in solveLeastSquares as infinities/NaNs, following the triangular-solve convention.

Reciprocal condition number estimate 1 / (anorm · est(‖A⁻¹‖₁)) from a factorization (LAPACK dgecon). anorm is the 1-norm of the original, unfactored matrix (see norm1), which the caller computes before factoring. Returns 1.0 for the empty factorization and exactly 0.0 when lu is singular or anorm is zero.

Solve A · X = B for the b.cols right-hand-side columns of b at once against a symmetric indefinite factorization (LAPACK dsytrs with nrhs); returns a fresh X. Backends may substitute a native block solve.

Solve A · x = b for a symmetric indefinite factorization ldl (LAPACK dsytrs); returns a fresh x. Symmetry makes the transposed solve identical, so there is no transpose flag. Allocates the result; solveInto writes into a caller-owned destination instead.

Solve A · X = B (or Aᵀ · X = B when transpose) for the b.cols right-hand-side columns of b at once (LAPACK dgetrs with nrhs); returns a fresh X. The default runs the permutation and the two triangular block solves directly on the shared packed format; backends may substitute a native block solve.

Solve A · x = b (or Aᵀ · x = b when transpose) for the factorization lu (LAPACK dgetrs); returns a fresh x. transpose serves the simplex's BTRAN (Bᵀ y = c) against a factored basis. Allocates the result; solveInto writes into a caller-owned destination instead.

Solve A · x = b into out, which is returned; allocates nothing. out may be b.

Solve A · X = B into out, which is returned. out may be b.

Solve A · X = B (or Aᵀ · X = B when transpose) into out, which is returned. out may be b. The transposed direction stages a block before scattering its rows through the permutation, so pass a workspace to lend that n·nrhs buffer.

Solve A · x = b (or Aᵀ · x = b when transpose) into out, which is returned. Nothing is allocated, so a loop that owns its destination — a simplex FTRAN/BTRAN against a factored basis, a filter update — runs without touching the collector. out may be the same array as b.

Least-squares solve min ‖A·x − b‖₂ from the factorization (the dgels shape): requires m ≥ n and full column rank, returns the length-n solution x = R⁻¹·(Qᵀb)[0..n). This is the kernel square-root/array filters build on; it composes with cholesky rank-one updates for sliding-window problems.

Least-squares solve into out, which has length n and is returned. The Qᵀb product needs a length-m intermediate, so pass a workspace to make the call allocation-free.

Minimum-norm solution of the underdetermined consistent system A · x = b for a wide m×n A with m <= n and full row rank (LAPACK dgels's underdetermined shape, via QR of the transpose instead of LQ): pass the factorization qr(Aᵀ). With Aᵀ = Q·R we have A = Rᵀ·Qᵀ, so a forward solve Rᵀ·w = b followed by x = Q·(w padded with zeros) gives the solution of smallest 2-norm. b has length m; the result has length n. Rank deficiency is not detected and surfaces as infinities/NaNs, following the triangular-solve convention.

Minimum-norm solve into out, which has length m (the wide system's column count) and is returned. A length-n intermediate holds the forward solve, so pass a workspace to make the call allocation-free.

Solve A * x = b for x, given L = chol(A) (lower-triangular, A = L * LT). Allocates a fresh result vector; b is not modified.

In-place symmetric matrix-matrix accumulate C = alpha · A · B + beta · C, or C = alpha · B · A + beta · C when right (BLAS dsymm). As with symv, only the triangle of the symmetric a selected by lower is read. Shapes: b and c agree, and a is square with dimension B.rows (left) or B.cols (right). Per BLAS convention, beta == 0.0 overwrites c without reading it, and alpha == 0.0 reduces to the beta scale.

In-place symmetric matrix-vector accumulate y = alpha · A · x + beta · y for a symmetric a (BLAS dsymv). Only the triangle selected by lower (diagonal included) is read; the opposite strict triangle may hold anything. Exploits symmetry for roughly half the memory traffic of gemv. Per BLAS convention, beta == 0.0 overwrites y without reading it, and alpha == 0.0 reduces to the beta scale.

Symmetric rank-1 update A += alpha · x · xᵀ (BLAS dsyr), writing the triangle(s) uplo selects.

Symmetric rank-2 update A += alpha · (x · yᵀ + y · xᵀ) (BLAS dsyr2), writing the triangle(s) uplo selects.

Symmetric rank-2k update C = alpha · (op(A) · op(B)ᵀ + op(B) · op(A)ᵀ) + beta · C (BLAS dsyr2k), where op transposes when transpose.

In-place symmetric rank-k accumulate C = alpha · A·Aᵀ + beta · C, or alpha · Aᵀ·A + beta · C when transpose (BLAS dsyrk). With the default Uplo.FULL the full symmetric result is produced (the alpha term is applied to both triangles, and beta scales all of c); with Uplo.LOWER / Uplo.UPPER the standard dsyrk semantics apply — only the selected triangle is written and beta-scaled, the opposite strict triangle untouched. c must be square with dimension op(A).rows. Per BLAS convention, beta == 0.0 overwrites without reading (within the written region), and alpha == 0.0 reduces to the beta scale.

Multiply B = op(T) · B, or B = B · op(T) when right (BLAS dtrmm), the counterpart of trsm.

Multiply x = op(T) · x in place (BLAS dtrmv), the product counterpart of trsv.

Solve op(T) · X = B in place, or X · op(T) = B when right (BLAS dtrsm): b holds the right-hand sides on entry and the solutions on return. Flags follow trsv. From the left the right-hand sides are the columns of b; from the right, its rows.

Solve op(T) · x = b in place (BLAS dtrsv), where T is the lower or upper triangle of the square a, op transposes when transpose, and unitDiag takes the diagonal as 1 without reading it. x holds the right-hand side on entry and the solution on return. Only the selected triangle is read, so the rest of a may hold anything.

Invert a triangular matrix in place of a fresh result (LAPACK dtrtri): returns T⁻¹ for the lower or upper triangle of the square a, taking the diagonal as 1 when unitDiag.